+455.5%
V vs EL
+60.9%
+394.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.8% | +7.6% | -6.8% | -1.2% |
| 30D | +9.9% | +15.7% | -5.7% | +5.5% |
| 3M | +17.5% | +30.5% | -13.0% | +8.4% |
| 6M | +33.5% | +32.5% | +0.9% | +21.8% |
| YTD | +21.6% | +9.4% | +12.1% | +14.9% |
| 1Y | +27.6% | +28.4% | -0.8% | +14.4% |
| 3Y | +76.4% | +4.4% | +72.0% | +55.8% |
| 5Y | +103.8% | -64.5% | +168.3% | +183.7% |
| 10Y | +455.5% | +64.9% | +390.6% | +285.6% |
| All | +455.5% | +60.9% | +394.6% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling